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SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Speculative equilibria and asymptotic dominance in a market with adaptive CRRA traders (Invited Paper)
Abbott, Derek, Anufriev, Mikhail, Bottazzi, Giulio, Bouchaud, Jean-Philippe, Gabaix, Xavier, Pancotto, Francesca, McCauley, Joseph L.Volume:
5848
Année:
2005
Langue:
english
DOI:
10.1117/12.619471
Fichier:
PDF, 249 KB
english, 2005